Hypothetical capital of CCP

Reference date:

December 31, 2019

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1,000,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

3.97

2 620.03

51.96

24.07

C-factor

0.16%

35.97%

2.08%

1.65%

DFCM

2 990.00

2 285.00

1 000.00

460.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB